Reconstruction of conditional expectations from product moments with applications

• Charles Hagwood ^[1]
  1. [1] National Institute of Standards and Technology

     National Institute of Standards and Technology

     Estados Unidos

     
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 276, Nº 1 (1 March 2015), 2015, págs. 129-142
• Idioma: inglés
• DOI: 10.1016/j.cam.2014.08.018
• Texto completo no disponible (Saber más ...)
• Resumen

  • In this paper, it is shown under conditions associated with the moment problem that a sequence of product moments uniquely determines a conditional expectation of two random variables. Then, a numerical procedure is derived to reconstruct a conditional expectation in terms of a sequence of its product moments.